-42.4%
HIMS vs KEY
+21.3%
-63.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +2.2% | -6.1% | -5.0% |
| 30D | -12.4% | -3.0% | -9.4% | -11.2% |
| 3M | -1.1% | +3.3% | -4.4% | -3.5% |
| 6M | +68.4% | +9.2% | +59.3% | +58.6% |
| YTD | -14.7% | +10.6% | -25.3% | -19.8% |
| 1Y | -42.4% | +20.4% | -62.8% | -42.8% |
| All | -42.4% | +21.3% | -63.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling